+65.3%
RSG vs SM
-3.9%
+69.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +9.4% | -6.9% | +2.1% |
| 30D | +12.7% | -14.4% | +27.1% | +13.3% |
| 3M | +17.9% | +1.6% | +16.4% | +17.6% |
| 6M | +25.0% | +6.3% | +18.6% | +24.1% |
| YTD | +20.8% | +78.8% | -58.0% | +17.5% |
| 1Y | +24.3% | +83.1% | -58.9% | +20.8% |
| 3Y | +65.3% | -5.9% | +71.2% | +62.3% |
| All | +65.3% | -3.9% | +69.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling